+307.8%
CFG vs SEDG
+19.0%
+288.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | +3.2% | -13.3% | +16.5% | +4.8% |
| 30D | +5.1% | -21.9% | +27.0% | +7.6% |
| 3M | -11.2% | -25.9% | +14.6% | -9.0% |
| 6M | +9.6% | -44.2% | +53.8% | +13.1% |
| YTD | +15.0% | -17.3% | +32.3% | +11.3% |
| 1Y | +29.9% | -34.5% | +64.4% | +28.9% |
| 3Y | +192.1% | -66.7% | +258.8% | +186.4% |
| 5Y | +62.3% | -93.4% | +155.7% | +89.4% |
| 10Y | +219.2% | +78.7% | +140.5% | +141.8% |
| All | +307.8% | +19.0% | +288.8% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling